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<div class="col-xs-12 col-sm-6"><i class="fa fa-check"></i>General Features of Options</div>
<div class="col-xs-12 col-sm-6"><i class="fa fa-check"></i>QuantConnect Options API</div>
<div class="col-xs-12 col-sm-6"><i class="fa fa-check"></i>Options Pricing: Black-Scholes-Merton Model</div>
<div class="col-xs-12 col-sm-6"><i class="fa fa-check"></i>Stochastic Process</div>
<div class="col-xs-12 col-sm-6"><i class="fa fa-check"></i>Monte Carlo Method</div>
<div class="col-xs-12 col-sm-6"><i class="fa fa-check"></i>The Greek Letters</div>
<div class="col-xs-12 col-sm-6"><i class="fa fa-check"></i>Historical Volatility and Implied Volatility</div>
<div class="col-xs-12 col-sm-6"><i class="fa fa-check"></i>Local Volatility and Stochastic Volatility</div>
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